Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47441.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46046.54 Kr¶

PnL: ---------------------------------------> -842.03 Kr¶

DD now: ---------------------------------> -2.444 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 15:37:55.105042'

Anic Portfolio¶

Today¶

Return: -0.901 %¶

This Week¶

Return: -1.489 %¶

Total¶

Return: 55.311 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -2.130000 2737.000000 101.000000 3.830000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.050000 425.200000 70.200000 19.770000 355.000000
Corem Property Group B 59 -2.420000 641.920000 64.920000 11.250000 576.999999
HMS Networks 2 -0.890000 709.200000 36.200000 5.380000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.810000 548.800000 16.800000 3.160000 532.000000
Eastnine 4 -0.470000 507.200000 16.200000 3.300000 491.000000
Samhällsbyggnadsbo. i Norden D 12 2.250000 261.360000 15.360000 6.240000 246.000000
Midsona B 63 -1.250000 597.240000 14.240000 2.440000 582.999984
Resurs Holding 22 0.340000 585.640000 11.640000 2.030000 573.999998
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.630000 532.600000 5.600000 1.060000 527.000000
Karnov Group 9 1.860000 540.900000 4.900000 0.910000 536.000004
MedCap 2 -1.160000 425.000000 4.000000 0.950000 421.000000
AcadeMedia 12 0.820000 559.440000 2.440000 0.440000 557.000004
Essity B 2 -0.690000 576.000000 2.000000 0.350000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Handelsbanken A 5 -1.930000 546.250000 0.250000 0.050000 546.000000
Creaspac SPAC 6 0.000000 577.200000 0.200000 0.030000 577.000002
Swedbank A 3 -1.820000 559.800000 -4.200000 -0.740000 564.000000
Nordea Bank Abp 29 -1.250000 3447.520000 -6.480000 -0.190000 3453.999992
Securitas B 6 -0.780000 562.560000 -7.440000 -1.310000 570.000000
Boozt 12 0.960000 1646.400000 -7.600000 -0.460000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
CTEK 13 -0.560000 510.250000 -23.750000 -4.450000 533.999999
Vivesto 1368 -1.140000 547.200000 -65.800000 -10.730000 612.999432
International Petroleum Corp. 5 1.270000 519.000000 -75.570000 -12.710000 594.565215
Sampo Oyj SDB 7 -0.740000 3748.500000 -101.500000 -2.640000 3850.000000
SAAB B 8 -0.920000 3269.600000 -107.400000 -3.180000 3377.000000
OX2 18 -0.640000 1534.500000 -129.500000 -7.780000 1663.999992
Axfood 13 -0.180000 3572.400000 -183.600000 -4.890000 3756.000001
Fasadgruppen Group 35 -1.570000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -2.060000 2964.000000 -398.000000 -11.840000 3361.999992
TOTAL 46046.540000 -842.030000 -2.44397% 46888.564618

Updated:¶

'2023-01-13 15:38:07.490602'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶